I have found this as well. The quick fix is to put .t. in the print when of the group.

>I have a simple report with a single grouping (specified in the "Data Grouping" page of the report designer). There are a few objects in the grouping header. The problem is that the header for the first group in the report does not print. A blank space is left where the header should be, but the objects specified in the header do not appear. Has anyone seen this kind of problem before?
> Thanks